TABLE 3DISTRIBUTION OF DERIVATIVE CONTRACTSTOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2007, $ MILLIONSNOTE: DATA ARE PRELIMINARYPERCENT PERCENTPERCENTPERCENTPERCENTPERCENTTOTALTOTALEXCH TRADED OTCINT RATEFOREIGN EXCHOTHERCREDITRANKBANK NAMESTATEASSETSDERIVATIVESCONTRACTSCONTRACTSCONTRACTSCONTRACTSCONTRACTSDERIVATIVES(%)(%)(%)(%)(%)(%)1JPMORGAN CHASE BANK NAOH1244049917344514.76326936321884195.23673063678116181.9709816544277326.57333088525269552.97656874841928248.47911871190028782CITIBANK NATIONAL ASSNNV1233325340040722.863795253697851397.13620474630215576.49901164778147213.5555235855282281.01399914692569778.93146561976459813BANK OF AMERICA NANC1290376.229000000132074526.6080000034.958970573250120195.04102942674988784.9966510720076098.69523782559702951.39670591393315684.91140518846219634WACHOVIA BANK NATIONAL ASSNNC557018516554516.88100674759391183.11899325240608587.1746543685129042.82043811446807662.23583377939791467.76907373762110255HSBC BANK USA NATIONAL ASSNDE181810.863000000014439683.914.206826156684654195.79317384331534457.5446753145090514.7496793076874692.039843282446654825.6658020953568286WELLS FARGO BANK NASD44544699148419.785291542778380.21470845722170493.5058962121426024.60763865074978531.6482363810207730.23822875608683557BANK OF NEW YORKNY1125249535779.327825650157249690.67217434984274981.20938319611316617.1305515967771881.44812637049761060.211938836612040778STATE STREET BANK&TRUST COMA131321.484799571.117000000094.1606055162195156E-299.9583939448377952.203706165139029197.7591399165060018.7011647270395336E-32.845275362791775E-29SUNTRUST BANKGA171510.82199999999264513.7179999999938.73216851460232861.26783148539767993.1045814417836792.90544288519660083.58363568879251830.4063399842272074610PNC BANK NATIONAL ASSNPA119504.22260331.2749999999926.5452942601690973.45470573983091492.6913126361786514.48243300771296130.715174924718514962.111079431389870611MELLON BANK NATIONAL ASSNPA32183.24181823.222000000015.091675253670293294.90832474632971120.35989110345872278.4728201549524731.04238445406054890.1249042875282454212NORTHERN TRUST COIL54113.351000000002152959.45401002.942705326340926996.8447821473002933.55048338496292E-20.1770076925091534413KEYBANK NATIONAL ASSNOH93178.474000000002116093.7029999999914.25228033255171585.7477196674482879.91760672842005412.7019878072112160.278459547457108887.101945916911618414NATIONAL CITY BANKOH141885.48499999999114672.6879999999911.99134705903117988.00865294096881595.5815250445685932.694659952507610701.723815002923815U S BANK NATIONAL ASSNOH225976.0290000000185750.99199999999818.98520310995352781.01479689004646989.0518607644795579.91803336805712917.9236401136910467E-20.9508694663264070116LASALLE BANK NATIONAL ASSNIL73156.8960633.57010094.33220738940492.5510620601755758E-21.79366809508330113.848613894910030817MERRILL LYNCH BANK USAUT77648.57399999999358885.56299999999545.49162585063507454.5083741493649481.5365185520940091.61466232393838223.188934442216337513.65988468175128118REGIONS BANKAL133920.77751559.4115.37837612959496584.62162387040503198.9132226299718980.7470682849163712300.3397090851117187119RBS CITIZENS NATIONAL ASSNRI132408.5469999999949820.155000000006010092.4136245662021597.26440734678565291.8647071652025168E-30.3201033798469715120FIFTH THIRD BANKOH57198.55399999999647060.6489999999988.3190522935627176E-299.91680947706437675.57472486195419523.0498351180834750.848413713971517990.527026305990807821BRANCH BANKING&TRUST CONC126290.16646455.44400000000314.69946127304261685.3005387269573799.3390354852705710.3856361807671023200.2753283339623230922FIRST TENNESSEE BANK NATN37158.18800000000233268.7421.63412260277966678.36587739722034599.9625564418730763.7443558126938385E-20023LEHMAN BROTHERS COML BKUT6342.86629981.716010010000024UNION BANK OF CALIFORNIA NACA53685.27700000000228386.077000000001010068.50214983916234220.83495017645446310.662899984383188025DEUTSCHE BANK TR CO AMERICASNY3621526337010044.3710369442229586.090291225272430627.37593499639290722.162736834111705TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES6768247.0360000003171771444.011000018554321.290000001163217122.72100002138433820.7680000115579654.7720000053786887.196999999713971081.273999998OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES2533219.58403887.8359999998913039.795999999998390848.04342720.6930610.76699999999312421.5618134.819TOTAL FOR COMMERCIAL BKS & TCs WITH DERIVATIVES9301466.6159999911172175331.847000158567361.0860000011163607970.76100016138776541.45815610265.5390000063799308.757000000213989216.093(%)(%)(%)(%)(%)(%)(%)TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES99.7654206141684484.968377989015064894.79704262515338180.4028191977095769.04871482161249752.1994365606131868.1144500342331831OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES0.234579385831476697.5735564788035536E-30.227005829352673220.199053305908276831.7778834326395595E-27.2144829731114711E-31.0532762623692871E-2TOTAL FOR COMMERCIAL BKs & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES1004.97595154549386995.02404845450614380.6018725036178559.06649365593889382.2066510435862988.1249827968568766Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here.Note: "Foreign Exchange" does not include spot fx.Note: "Other" is defined as the sum of commodity and equity contracts.Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.Note: Numbers may not add due to rounding.Data source: Call Report, schedule RC-L

656006007533123R13C4:R46C11FalseFalse

TABLE 4CREDIT EQUIVALENT EXPOSURESTOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2007, $ MILLIONSNOTE: DATA ARE PRELIMINARYBILATERALLYTOTAL CREDITTOTAL CREDITNETTEDPOTENTIALEXPOSUREEXPOSURETOTALTOTALCURRENTFUTUREFROM ALLTO CAPITALRANKBANK NAMESTATEASSETSDERIVATIVESCREDIT EXPOSUREEXPOSURECONTRACTS*RATIO1JPMORGAN CHASE BANK NAOH12440499173445183415367577450992416.405369970269422CITIBANK NATIONAL ASSNNV12333253400407268011209251277262252.881677474667333BANK OF AMERICA NANC1290376.229000000132074526.60800000334728.23178005.819000000003112734.05112.432485835142714WACHOVIA BANK NATIONAL ASSNNC557018516554511113324714358483.2916085386129485HSBC BANK USA NATIONAL ASSNDE181810.863000000014439683.9121688.58499999999946286.98100000000767975.566000000006436.449142268201686WELLS FARGO BANK NASD445446991484646251051156727.8488022149993997BANK OF NEW YORKNY112524953577383747658602107.484693240034998STATE STREET BANK&TRUST COMA131321.484799571.117000000096864.52400000000036509.355000000000513373.879000000001182.971297982002889SUNTRUST BANKGA171510.82199999999264513.717999999992480.99299999999991286.8263767.81922.29259597621795710PNC BANK NATIONAL ASSNPA119504.22260331.274999999991624.5381325.47699999999992950.014999999999928.60100310479276711MELLON BANK NATIONAL ASSNPA32183.24181823.222000000011496.77399999999991270.35899999999992767.132999999999892.97740189877137612NORTHERN TRUST COIL54113.351000000002152959.4542445.3081753.64198.9080000000004111.6893929459381213KEYBANK NATIONAL ASSNOH93178.474000000002116093.702999999991330.81626.437000000000131957.247000000000117.66656238361804314NATIONAL CITY BANKOH141885.48499999999114672.68799999999524.69500000000005519.147000000000051043.84200000000017.573934494850577815U S BANK NATIONAL ASSNOH225976.0290000000185750.991999999998523.66499999999996313.35599999999999837.020999999999963.962173130692907116LASALLE BANK NATIONAL ASSNIL73156.8960633.57182.47399999999999447.29800000000006629.772000000000058.307937678462712617MERRILL LYNCH BANK USAUT77648.57399999999358885.562999999995320.84199999999998324.19900000000007645.041000000000058.548482985889407418REGIONS BANKAL133920.77751559.41367.63400000000001321.03200000000004688.666000000000055.213225547141294519RBS CITIZENS NATIONAL ASSNRI132408.5469999999949820.155000000006254.71199999999999401.36199999999997656.073999999999966.698785900319421720FIFTH THIRD BANKOH57198.55399999999647060.648999999998590.827410.672000000000031001.49915.11986676991163121BRANCH BANKING&TRUST CONC126290.16646455.444000000003303.61099999999999248.46699999999998552.077999999999975.248558775410439922FIRST TENNESSEE BANK NATN37158.18800000000233268.74272.1170000000000299.484999999999999371.6019999999999810.40379439681974823LEHMAN BROTHERS COML BKUT6342.86629981.716595.27800000000002235.77699999999993831.0549999999999592.36540938730554724UNION BANK OF CALIFORNIA NACA53685.27700000000228386.077000000001276.303503.9780.2029999999999714.24562042889340925DEUTSCHE BANK TR CO AMERICASNY36215263371684356037.2729465685683268Average %TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES6768247.0360000003171771444.01100001249877.92099999997760493.5491010371.4783.118110795901416OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES2533219.58403887.835999999892614.47299999999633432.89199999999946047.36500000000520.90591356840686443TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES9301466.6159999911172175331.84700015252492.39400000015763926.441000000221016418.83500000023.0994086918756731*Total Credit Exposure is the sum of Bilaterally Netted Current Credit Exposure and Potential Future Exposure.Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example:EXPOSURES FROM OTHER ASSETSEXPOSURE TO RISKALL COMMERCIAL BANKSBASED CAPITAL 1-4 FAMILY MORTGAGES1.8926409181186403 C&I LOANS1.2854036256003669 SECURITIES NOT IN TRADING ACCOUNT 1.5894749311527141Note: The numbers reported above for future credit exposures reflect gross add-ons. Further, potential future credit exposure may be adjusted using the "net to gross" ratio.Note: Total credit exposure is defined as the credit equivalent amount from derivative contracts (RC-R line 54) or the sum of Net Current Credit Exposure and PFE.Note: The total credit exposure to capital ratio is calculated using risk based capital (tier one plus tier two capital). Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here.Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.Note: Numbers may not add due to rounding.Source: Call Report Schedule RC-R.

7260060043123R13C4:R41C9FalseFalse

TABLE 5NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADINGTOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2007, $ MILLIONSNOTE: DATA ARE PRELIMINARYTOTAL%TOTAL%HELD FORHELD FORNOT FORNOT FORTOTALTOTALTRADINGTRADINGTRADINGTRADINGRANKBANK NAMESTATEASSETSDERIVATIVES& MTM& MTMMTMMTM1JPMORGAN CHASE BANK NAOH1244049839561788386773999.894660521587824884390.105339478412178322CITIBANK NATIONAL ASSNNV1233325309670103008688997.1578754293682188801212.84212457063177883BANK OF AMERICA NANC1290376.229000000130499216.64400000130141713.70699999998.827829117144447357502.935999999991.17217087957677184WACHOVIA BANK NATIONAL ASSNNC5570184764230459323996.4109415372473681709913.58905846275263815HSBC BANK USA NATIONAL ASSNDE181810.863000000013300203.42400000013278856.336999999899.35315844942289221347.0870.64684155057709558TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES4506579.0920000002153486838.06799999151968437.04499.0107288396108061518401.0230.98927115973768109OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES4794887.5240000034699277.68600000353377876.694999998471.8807638259663411321400.98299999728.119236003794562TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES9301466.6159999911158186115.75400007155346313.7389999998.2047716378494752839802.00600000011.7952283564609808Note: Currently, the Call Report does not differentiate between traded and not-traded credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here.Note: Prior to the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately.Note: Numbers may not add due to rounding.Data source: Call Report, schedule RC-L

80600600753123R13C4:R21C9FalseFalse

TABLE 6GROSS FAIR VALUES OF DERIVATIVE CONTRACTSTOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2007, $ MILLIONSNOTE: DATA ARE PRELIMINARYTRADINGNOT FOR TRADINGCREDIT DERIVATIVESGROSSGROSSGROSSGROSSGROSSGROSSTOTALTOTALPOSITIVENEGATIVEPOSITIVENEGATIVEPOSITIVENEGATIVERANKBANK NAMESTATEASSETSDERIVATIVESFAIR VALUE*FAIR VALUE**FAIR VALUE*FAIR VALUE**FAIR VALUE*FAIR VALUE**1JPMORGAN CHASE BANK NAOH1244049917344516498956561991917142091989916332CITIBANK NATIONAL ASSNNV1233325340040723126753012602076358049495466263BANK OF AMERICA NANC1290376.229000000132074526.608000003279922.36271950.848999999991063.1651059.82636174.40933639.7810000000034WACHOVIA BANK NATIONAL ASSNNC5570185165545366893596014161426814475505HSBC BANK USA NATIONAL ASSNDE181810.863000000014439683.9148643.14299999999647854.06399999999845.784999999999997162.30411711.67211461.463TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES4506579.0920000002167418278.518000011327824.50299999981313223.91299999996517.957648.13197514.08099999998190910.24400000001OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES4794887.5240000034757053.32899999933842.5532425.7850000000116351.72900000001486592.1170000000066429.72699999999992255.51699999999991TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES9301466.6159999911172175331.847000151361667.05300000031345649.698000000812869.67900000003614240.247000000005197943.80799999999191165.76099999994Note: Currently, the Call Report does not differentiate between traded and non-traded credit derivatives. Credit derivatives have been included in the sum of total derivatives here.Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.*Market value of contracts that have a positive fair value as of the end of the quarter.**Market value of contracts that have a negative fair value as of the end of the quarter.Note: Numbers may not sum due to rounding.Data source: Call Report, schedule RC-L

70600600753123R13C4:R21C11FalseFalse

TABLE 7TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVESTOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVESSEPTEMBER 30, 2007, $ MILLIONSNOTE: REVENUE FIGURES ARE FOR THE QUARTER (NOT YEAR-TO-DATE)DATA ARE PRELIMINARYTOTAL TRADINGTRADING REVTRADING REVTRADING REVTRADING REVTRADING REVREV FROM CASH &FROM FROM FROM FROM FROM TOTALTOTALOFF BAL SHEETINT RATE FOREIGN EXCHEQUITYCOMMOD & OTHCREDITRANKBANK NAMESTATEASSETSDERIVATIVESPOSITIONSPOSITIONSPOSITIONSPOSITIONSPOSITIONSPOSITIONS1JPMORGAN CHASE BANK NAOH124404991734451732138660226-39-12432CITIBANK NATIONAL ASSNNV12333253400407218331504350-1833-363BANK OF AMERICA NANC1290376.229000000132074526.608000003-683.51200000000006206.33600000000001226.4370000000000180.024000000000001-34.052-1162.25700000000014WACHOVIA BANK NATIONAL ASSNNC5570185165545-9012437-162-3125HSBC BANK USA NATIONAL ASSNDE181810.863000000014439683.9121.47-262.99400000000003119.52619.13599999999999911.188000000000001134.614TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES4506579.0920000002167418278.518000011812.95799999999992957.34200000000011334.963106.1633.136000000000003-2618.643OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES4794887.5240000034757053.328999999524.02600000000018-4.6389999999999816670.25200000000029-79.38900000000001-26.272999999999996-35.924999999999997TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES9301466.6159999911172175331.847000152336.98400000000083063.10315099999982005.2149999999999-83.2290000000000136.863000000000004-2655.218699Note: Effective in the first quarter of 2007, trading revenues from credit exposures are reported separately, along with the four other types of exposures. The total derivatives column includes credit exposures.Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments."Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately.Note: Numbers may not sum due to rounding.Data source: Call Report, schedule RI.